NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	2.677	2.696	0.019	0.7%	2.810
High	2.706	2.725	0.019	0.7%	2.824
Low	2.655	2.681	0.026	1.0%	2.694
Close	2.695	2.703	0.008	0.3%	2.697
Range	0.051	0.044	-0.007	-13.7%	0.130
ATR	0.077	0.075	-0.002	-3.1%	0.000
Volume	83,147	86,663	3,516	4.2%	395,598

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.835	2.813	2.727
R3	2.791	2.769	2.715
R2	2.747	2.747	2.711
R1	2.725	2.725	2.707	2.736
PP	2.703	2.703	2.703	2.709
S1	2.681	2.681	2.699	2.692
S2	2.659	2.659	2.695
S3	2.615	2.637	2.691
S4	2.571	2.593	2.679

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.128	3.043	2.769
R3	2.998	2.913	2.733
R2	2.868	2.868	2.721
R1	2.783	2.783	2.709	2.761
PP	2.738	2.738	2.738	2.727
S1	2.653	2.653	2.685	2.631
S2	2.608	2.608	2.673
S3	2.478	2.523	2.661
S4	2.348	2.393	2.626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.816	2.641	0.175	6.5%	0.072	2.7%	35%	False	False	90,739
10	2.956	2.641	0.315	11.7%	0.072	2.6%	20%	False	False	86,394
20	2.959	2.641	0.318	11.8%	0.074	2.7%	19%	False	False	74,851
40	2.983	2.641	0.342	12.7%	0.076	2.8%	18%	False	False	52,322
60	3.013	2.640	0.373	13.8%	0.081	3.0%	17%	False	False	45,936
80	3.180	2.640	0.540	20.0%	0.085	3.2%	12%	False	False	42,455
100	3.180	2.638	0.542	20.1%	0.083	3.1%	12%	False	False	37,794
120	3.180	2.638	0.542	20.1%	0.083	3.1%	12%	False	False	34,876

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	2.912
2.618	2.840
1.618	2.796
1.000	2.769
0.618	2.752
HIGH	2.725
0.618	2.708
0.500	2.703
0.382	2.698
LOW	2.681
0.618	2.654
1.000	2.637
1.618	2.610
2.618	2.566
4.250	2.494

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	2.703	2.696
PP	2.703	2.690
S1	2.703	2.683

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These figures are updated between 7pm and 10pm EST after a trading day.

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